Sums Of Independent Random Variables
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Sums of Independent Random Variables
Author | : V.V. Petrov |
Publsiher | : Springer Science & Business Media |
Total Pages | : 360 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9783642658099 |
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The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B.V. Gnedenko and A.N. Kolmogorov was published in 1949. Since then the theory of summation of independent variables has devel oped rapidly. Today a summing-up of the studies in this area, and their results, would require many volumes. The monograph by I.A. Ibragi mov and Yu. V. I~innik, "Independent and Stationarily Connected VaTiables", which appeared in 1965, contains an exposition of the contem porary state of the theory of the summation of independent identically distributed random variables. The present book borders on that of Ibragimov and Linnik, sharing only a few common areas. Its main focus is on sums of independent but not necessarily identically distri buted random variables. It nevertheless includes a number of the most recent results relating to sums of independent and identically distributed variables. Together with limit theorems, it presents many probahilistic inequalities for sums of an arbitrary number of independent variables. The last two chapters deal with the laws of large numbers and the law of the iterated logarithm. These questions were not treated in Ibragimov and Linnik; Gnedenko and KolmogoTOv deals only with theorems on the weak law of large numbers. Thus this book may be taken as complementary to the book by Ibragimov and Linnik. I do not, however, assume that the reader is familiar with the latter, nor with the monograph by Gnedenko and Kolmogorov, which has long since become a bibliographical rarity
Limit Distributions for Sums of Independent Random Variables
Author | : B V (Boris Vladimirovich) Gnedenko,A N (Andreĭ Nikolaevich) Kolmogorov |
Publsiher | : Hassell Street Press |
Total Pages | : 284 |
Release | : 2021-09-09 |
Genre | : Electronic Book |
ISBN | : 1013995600 |
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This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Limit Distributions for Sums of Independent Random Variables
Author | : Boris Vladimirovich Gnedenko,Andreĭ Nikolaevich Kolmogorov |
Publsiher | : Unknown |
Total Pages | : 312 |
Release | : 1968 |
Genre | : Distribution (Probability theory). |
ISBN | : STANFORD:36105033142683 |
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Bernoulli 1713 Bayes 1763 Laplace 1813
![Bernoulli 1713 Bayes 1763 Laplace 1813](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Jerzy Neyman,Lucien Marie Le Cam |
Publsiher | : Unknown |
Total Pages | : 0 |
Release | : 1965 |
Genre | : Electronic Book |
ISBN | : OCLC:470917180 |
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Sums of Independent Random Variables
![Sums of Independent Random Variables](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Valentin Vladimirovich Petrov |
Publsiher | : Unknown |
Total Pages | : 0 |
Release | : 1975 |
Genre | : Distribution (Probability theory) |
ISBN | : 0387066357 |
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High Dimensional Probability
Author | : Ernst Eberlein,Marjorie Hahn |
Publsiher | : Birkhäuser |
Total Pages | : 336 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9783034888295 |
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What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by which it is approached. Let us give a specific example that can be immediately understood, that of Gaussian processes. Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. Assuming some regularity on the covariance, one tried to take advantage of the structure of the index set. Around 1970 it was understood, in particular by Dudley, Feldman, Gross, and Segal that a more abstract and intrinsic point of view was much more fruitful. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process. This shift in perspective subsequently lead to a considerable clarification of many aspects of Gaussian process theory, and also to its applications in other settings.
Limit Distributions for Sums of Independent Random Variables
![Limit Distributions for Sums of Independent Random Variables](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : B.V. Gnedenko,A.N. Kolmogorov |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 1988 |
Genre | : Electronic Book |
ISBN | : OCLC:901991908 |
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Modern Theory of Summation of Random Variables
Author | : Vladimir M. Zolotarev |
Publsiher | : Walter de Gruyter |
Total Pages | : 429 |
Release | : 2011-09-06 |
Genre | : Mathematics |
ISBN | : 9783110936537 |
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The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.